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Open Feature request MC-773

price multiplier for symbol mapping (eSignal and IB) to allow trading

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Description

On several instruments, prices given by data feed eSignal are 100 times different than prices given by broker Interactive Brokers.
The proposed feature is the possibility to apply a price multiplier when adding or mapping symbols between data feed and broker. It would allow to trade with IB when reading prices from eSignal.
Exemples of instruments, with recent prices:
Cotton @ ICU (NYBOT)
eSignal : CT #F, 86.61
IB : CT H2, 0.8661
 Coffee @ ICU (NYBOT)
eSignal : KC #F, 220.65
IB : KCH2, 2.2065
Sugar @ ICU (NYBOT)
eSignal : SB #F, 23.44
IB : SBH2, 0.2344
USD/JPY future @ CME
eSignal : 6J #F, 1.2872
IB : 6JH2, 0.012872
Thanks.

Steps to reproduce this issue

Just display prices from eSignal and IB on the listed instruments. It appears they are 100 times different.

Comments (8)
#0
user-offline.png  nerdymike (Guest)
Mar 17, 2014 - 12:27

Ditto for Trading Technologies

#0
user-offline.png  nerdymike (Guest)
Mar 21, 2014 - 09:03

this issue also applies to CQG data, especially Comex Silver

#0
user-offline.png  FrancescoDelta (FrancescoDelta)
Oct 27, 2014 - 11:40

I think that a symple multiplyied that does affect not just the display value, but also the effective price should not be a feature so difficult to implement.

#0
user-offline.png  Tasom (tasom)
Feb 17, 2015 - 22:02

Has this issue been revisited?

#1
user-offline.png  sbortolato (sbortolato)
Feb 07, 2018 - 11:43

The issue applies also to eSignal --> PATSYSTEM, for example on the 6J Japanese Yen Futures: 0.90000 on eSignal, 0.0090000 on PATS.

#2
user-offline.png  lbottan (lbottan)
Feb 19, 2018 - 03:43

I see the problem is still here since 2011, anybody has been able to find a workaround?

#3
user-offline.png  Kris (kkrisz)
Feb 21, 2018 - 18:00

Same problem with Interactive Brokers and IQFeed.
Prices for ICE Futures on IQFeed are in dollars, and in cents in IB.

#4
user-offline.png  Ming80 (Ming80)
Nov 27, 2018 - 00:47

Agreed for IQFeed, would appreciate if MC can apply the same price multiplier functionality for ICEUS markets for symbols such as @KC / @SB. The same feature request is under MC-2512.

History
Issue basics
  • Type of issue
    Feature request
  • Category
    Usability
  • Targeted for
    Not determined
  • Status
    Postponed
User pain
  • Type of bug
    Not triaged
  • Likelihood
    Not triaged
  • Effect
    Not triaged
Affected by this issue (3)
People involved
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Issue details
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    Not determined
  • Severity
    Normal
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